+286.9%
KDP vs SHAK
+59.5%
+227.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.2% | -0.6% | +2.4% |
| 7D | -0.8% | +4.3% | -5.1% | -1.1% |
| 30D | +9.7% | +9.0% | +0.7% | +9.0% |
| 3M | +17.6% | +1.8% | +15.8% | +17.3% |
| 6M | +25.8% | +17.3% | +8.5% | +23.9% |
| YTD | +33.9% | -7.6% | +41.5% | +33.3% |
| 1Y | +38.9% | -16.9% | +55.8% | +39.2% |
| 3Y | +26.8% | +35.1% | -8.3% | +20.3% |
| 5Y | +16.3% | -11.3% | +27.6% | +11.7% |
| 10Y | +248.1% | +98.8% | +149.3% | +205.0% |
| All | +286.9% | +59.5% | +227.4% | +243.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SHAK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling